One of the most prominent symptoms in multiple sclerosis is pathological fatigue, often described by sufferers as one of the most debilitating symptoms, affecting quality of life and employment. However, the mechanisms of both, physical and cognitive fatigue in multiple sclerosis remain elusive. Here, we use behavioural tasks and quantitative MRI to investigate the neural correlates of interoception (the ability to sense internal bodily signals) and metacognition (the ability of the brain to assess its own performance), in modulating cognitive fatigue. Assuming that structural damage caused by multiple sclerosis pathology might impair the neural pathways subtending interoception and/or metacognition, we considered three alternative hypotheses to explain fatigue as a consequence of, respectively: (i) reduced interoceptive accuracy, (ii) reduced interoceptive insight or (iii) reduced global metacognition. We then explored associations between these behavioural measures and white matter microstructure, assessed by diffusion and magnetisation transfer MRI. Seventy-one relapsing-remitting multiple sclerosis patients participated in this cross-sectional study (mean age 43, 62% female). Patient outcomes relevant for fatigue were measured, including disability, disease duration, depression, anxiety, sleepiness, cognitive function, disease modifying treatment and quality of life. Interoceptive and metacognitive parameters were measured using heartbeat tracking and discrimination tasks, and metacognitive visual and memory tasks. MRI was performed in 69 participants, including diffusion tensor MRI, neurite orientation dispersion and density imaging and quantitative magnetisation transfer. Associations between interoception and metacognition and the odds of high cognitive fatigue were tested by unconditional binomial logistic regression. The odds of cognitive fatigue were higher in the people with low interoceptive insight (P = 0.03), while no significant relationships were found between fatigue and other interoceptive or metacognitive parameters, suggesting a specific impairment in interoceptive metacognition, rather than interoception generally, or metacognition generally. Diffusion MRI-derived fractional anisotropy and neurite density index showed significant (P < 0.05) negative associations with cognitive fatigue in a widespread bilateral white matter network. Moreover, there was a significant (P < 0.05) interaction between cognitive fatigue and interoceptive insight, suggesting that the poorer the white matter structure, the lower the interoceptive insight, and the worse the fatigue. The results point towards metacognitive impairment confined to the interoceptive domain, in relapsing-remitting patients with cognitive fatigue. The neural basis of this impairment is supported by a widespread white matter network in which loss of neurite density plays a role.